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Guaranteed Minimum Maturity Benefits in a Self-Exciting Stochastic Mortality Model: Pricing, Estimation and Calibration
North American Actuarial Journal Pub Date : 2023-12-18 , DOI: 10.1080/10920277.2023.2254836 David Baños 1 , Å. H. Sande 1 , Carlo Sgarra 2
North American Actuarial Journal Pub Date : 2023-12-18 , DOI: 10.1080/10920277.2023.2254836 David Baños 1 , Å. H. Sande 1 , Carlo Sgarra 2
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The guaranteed minimum maturity benefit (GMMB) is quite a popular feature embedded in several unit-linked policies offered by insurance companies. The value of this benefit depends on several proce...
中文翻译:
自激随机死亡率模型中保证最低期限收益:定价、估计和校准
保证最低期限利益(GMMB)是保险公司提供的几种投资联结保单中嵌入的一项非常受欢迎的功能。这种好处的价值取决于几个过程...
更新日期:2023-12-21
中文翻译:
自激随机死亡率模型中保证最低期限收益:定价、估计和校准
保证最低期限利益(GMMB)是保险公司提供的几种投资联结保单中嵌入的一项非常受欢迎的功能。这种好处的价值取决于几个过程...